Backtest Time Frame - newbie question

Discussion in 'Trading' started by Willleung, Jun 19, 2006.

  1. I will give it a try this afternoon

    Thanks
     
    #21     Jun 20, 2006
  2. There are two results I am looking into:

    1.) 84% at 250 bars (Top 6 in profit), but 53.5% at 4000 bars (Top 7 in profit)

    2.) 74% at 250 bars (Top 23), 59.82% at 4000 bars. (Top 6)

    There are 1960 tests for this system.

    I am confuse!
     
    #22     Jun 20, 2006
  3. Looking at % return alone would be the very first step advancing to further hard works. :D

    Search and study. Good luck to your myth finding journey! :)
     
    #23     Jun 20, 2006
  4. Yeah, will lock myself in the apartment for a few more days (months?)

    LOL...


    Doing the Walk Forward Test now, what should I be looking for between the Optimization Period and the Hypothetical Period?
     
    #24     Jun 20, 2006
  5. Only Hypo can answer Hypo questions! :D
     
    #25     Jun 20, 2006
  6. In the Box...

    Eating some seasoned curly fries...

    :p
     
    #26     Jun 20, 2006
  7. Permit me to share a dirty little secret. If a set of rules don't test with positive expectancy after commission and slippage with NO optimization, there is nothing there.
     
    #27     Jun 20, 2006
  8. Years! Use optimization to make sure your system parameters are in well behaved regions.
     
    #28     Jun 20, 2006
  9. Jack can still be with us in spirit :D Here are my two favorite Hershey quotes on backtesting:

    Backtesting is not a viable means for finding anything out. The reason why is fairly straightforward to determine. If you are backtesting something and you feel you have grasp the thing you are backtesting, then you have failed to really grasp what (the thing) is going on.

    and

    It is not possible for a person who does not know what is going on to back test this stuff. I have stated it. And it just flows from there using boolean algebra.
     
    #29     Jun 20, 2006
  10. I hope he still loves us! :confused:
     
    #30     Jun 20, 2006